There was nothing wrong with how Frigga's death was handled. It was one of the longest sequences in the whole film. Beautiful to look at btw.

What's embarrassing were the early reviews on here acting like they blew over it in five seconds.

Exactly, And Thor does show emotion during the funeral,I saw it more with the second viewing.
If you look closely he does have a very pained expression, but as the son of Odin and future King he must fight to maintain composure during the funeral ceremony.
Its expected from both he and Odin to look strong for the people regardless of their grief..
Its the Viking way....